Why is it becomes oval?
I downloaded your file and I found 2 modifiers on the cylinder. For this you did not really need modifiers. If you still want to use a Subdivision Surface modifier then, in this case, you would use the Simple mode instead of the Catmull-Clark one. Not really sure what you wanted to achieve with the Displace modifier.
It was easier to start with a new cylinder.

I deleted your old cylinder and did the following:


Added another cylinder
Rotated it 90 degrees on the Y axis.
Scaled it on the Y axis so looks a bit like the one on your image.
Entered into Edit Mode and selected Face select mode.





Selected one end of the cylinder and tapped the Delete keyboard and from popup menu selected Faces
Selected the other end and did the same delete sequence.
Re-positioned the open ended cylinder to roughly match your image.
Switched back to Object Mode
At the Tools menu clicked on the Smooth under the Shading, see below




End result below.